[ { "source": "retrained", "window": "2026", "gate": "hitrate_5d_0.50", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 84, "gate_closed": 66, "trip_rate": 0.44, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.648996, "gated_sharpe": 6.2501, "gated_maxDD": -0.023442 }, { "source": "retrained", "window": "2026", "gate": "hitrate_5d_0.60", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 38, "gate_closed": 112, "trip_rate": 0.7467, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.458143, "gated_sharpe": 5.9258, "gated_maxDD": -0.013092 }, { "source": "retrained", "window": "2026", "gate": "hitrate_5d_0.70", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 12, "gate_closed": 138, "trip_rate": 0.92, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.176528, "gated_sharpe": 3.9923, "gated_maxDD": -0.005153 }, { "source": "retrained", "window": "2026", "gate": "hitrate_10d_0.50", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 86, "gate_closed": 64, "trip_rate": 0.4267, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.288162, "gated_sharpe": 2.5775, "gated_maxDD": -0.039705 }, { "source": "retrained", "window": "2026", "gate": "hitrate_10d_0.60", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 26, "gate_closed": 124, "trip_rate": 0.8267, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.145763, "gated_sharpe": 2.968, "gated_maxDD": -0.013348 }, { "source": "retrained", "window": "2026", "gate": "hitrate_10d_0.70", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 5, "gate_closed": 145, "trip_rate": 0.9667, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": -0.003575, "gated_sharpe": -0.314, "gated_maxDD": -0.008187 }, { "source": "retrained", "window": "2026", "gate": "hitrate_20d_0.40", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 148, "gate_closed": 2, "trip_rate": 0.0133, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.286286, "gated_sharpe": 1.7156, "gated_maxDD": -0.067104 }, { "source": "retrained", "window": "2026", "gate": "hitrate_20d_0.50", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 99, "gate_closed": 51, "trip_rate": 0.34, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.268662, "gated_sharpe": 2.2268, "gated_maxDD": -0.040318 }, { "source": "retrained", "window": "2026", "gate": "hitrate_20d_0.60", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 150, "gate_open": 12, "gate_closed": 138, "trip_rate": 0.92, "base_ann": 0.253239, "base_sharpe": 1.517, "base_maxDD": -0.067104, "gated_ann": 0.031825, "gated_sharpe": 1.688, "gated_maxDD": -0.008187 }, { "source": "retrained", "window": "2025", "gate": "hitrate_5d_0.50", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 155, "gate_closed": 95, "trip_rate": 0.38, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.628161, "gated_sharpe": 6.0366, "gated_maxDD": -0.055513 }, { "source": "retrained", "window": "2025", "gate": "hitrate_5d_0.60", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 96, "gate_closed": 154, "trip_rate": 0.616, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.376382, "gated_sharpe": 4.6887, "gated_maxDD": -0.047153 }, { "source": "retrained", "window": "2025", "gate": "hitrate_5d_0.70", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 37, "gate_closed": 213, "trip_rate": 0.852, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.224845, "gated_sharpe": 4.7438, "gated_maxDD": -0.008613 }, { "source": "retrained", "window": "2025", "gate": "hitrate_10d_0.50", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 166, "gate_closed": 84, "trip_rate": 0.336, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.374546, "gated_sharpe": 3.2685, "gated_maxDD": -0.055513 }, { "source": "retrained", "window": "2025", "gate": "hitrate_10d_0.60", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 71, "gate_closed": 179, "trip_rate": 0.716, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.238719, "gated_sharpe": 4.022, "gated_maxDD": -0.013238 }, { "source": "retrained", "window": "2025", "gate": "hitrate_10d_0.70", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 13, "gate_closed": 237, "trip_rate": 0.948, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.034654, "gated_sharpe": 1.1514, "gated_maxDD": -0.008803 }, { "source": "retrained", "window": "2025", "gate": "hitrate_20d_0.40", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 250, "gate_closed": 0, "trip_rate": 0.0, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.155804, "gated_sharpe": 0.8373, "gated_maxDD": -0.196751 }, { "source": "retrained", "window": "2025", "gate": "hitrate_20d_0.50", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 185, "gate_closed": 65, "trip_rate": 0.26, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.352176, "gated_sharpe": 3.3794, "gated_maxDD": -0.033798 }, { "source": "retrained", "window": "2025", "gate": "hitrate_20d_0.60", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 54, "gate_closed": 196, "trip_rate": 0.784, "base_ann": 0.155804, "base_sharpe": 0.8373, "base_maxDD": -0.196751, "gated_ann": 0.212675, "gated_sharpe": 3.3231, "gated_maxDD": -0.023704 }, { "source": "retrained", "window": "2024", "gate": "hitrate_5d_0.50", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 145, "gate_closed": 108, "trip_rate": 0.4269, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.431873, "gated_sharpe": 4.428, "gated_maxDD": -0.028721 }, { "source": "retrained", "window": "2024", "gate": "hitrate_5d_0.60", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 70, "gate_closed": 183, "trip_rate": 0.7233, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.381231, "gated_sharpe": 5.4692, "gated_maxDD": -0.015471 }, { "source": "retrained", "window": "2024", "gate": "hitrate_5d_0.70", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 25, "gate_closed": 228, "trip_rate": 0.9012, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.152242, "gated_sharpe": 3.8328, "gated_maxDD": -0.004761 }, { "source": "retrained", "window": "2024", "gate": "hitrate_10d_0.50", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 156, "gate_closed": 97, "trip_rate": 0.3834, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.25073, "gated_sharpe": 2.3932, "gated_maxDD": -0.037139 }, { "source": "retrained", "window": "2024", "gate": "hitrate_10d_0.60", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 44, "gate_closed": 209, "trip_rate": 0.8261, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.127297, "gated_sharpe": 2.2623, "gated_maxDD": -0.022165 }, { "source": "retrained", "window": "2024", "gate": "hitrate_10d_0.70", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 8, "gate_closed": 245, "trip_rate": 0.9684, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.037433, "gated_sharpe": 1.858, "gated_maxDD": -0.00145 }, { "source": "retrained", "window": "2024", "gate": "hitrate_20d_0.40", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 247, "gate_closed": 6, "trip_rate": 0.0237, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.016863, "gated_sharpe": 0.1236, "gated_maxDD": -0.08828 }, { "source": "retrained", "window": "2024", "gate": "hitrate_20d_0.50", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 175, "gate_closed": 78, "trip_rate": 0.3083, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": 0.097603, "gated_sharpe": 0.8829, "gated_maxDD": -0.067765 }, { "source": "retrained", "window": "2024", "gate": "hitrate_20d_0.60", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 17, "gate_closed": 236, "trip_rate": 0.9328, "base_ann": -0.031528, "base_sharpe": -0.2293, "base_maxDD": -0.08828, "gated_ann": -0.037611, "gated_sharpe": -1.0795, "gated_maxDD": -0.04407 }, { "source": "retrained", "window": "2023", "gate": "hitrate_5d_0.50", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 131, "gate_closed": 119, "trip_rate": 0.476, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.580855, "gated_sharpe": 5.6532, "gated_maxDD": -0.024506 }, { "source": "retrained", "window": "2023", "gate": "hitrate_5d_0.60", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 71, "gate_closed": 179, "trip_rate": 0.716, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.433179, "gated_sharpe": 5.5698, "gated_maxDD": -0.027182 }, { "source": "retrained", "window": "2023", "gate": "hitrate_5d_0.70", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 32, "gate_closed": 218, "trip_rate": 0.872, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.202111, "gated_sharpe": 3.4801, "gated_maxDD": -0.021868 }, { "source": "retrained", "window": "2023", "gate": "hitrate_10d_0.50", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 135, "gate_closed": 115, "trip_rate": 0.46, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.400163, "gated_sharpe": 3.8554, "gated_maxDD": -0.032201 }, { "source": "retrained", "window": "2023", "gate": "hitrate_10d_0.60", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 77, "gate_closed": 173, "trip_rate": 0.692, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.272342, "gated_sharpe": 3.7048, "gated_maxDD": -0.021999 }, { "source": "retrained", "window": "2023", "gate": "hitrate_10d_0.70", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 13, "gate_closed": 237, "trip_rate": 0.948, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.056813, "gated_sharpe": 1.5786, "gated_maxDD": -0.009656 }, { "source": "retrained", "window": "2023", "gate": "hitrate_20d_0.40", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 235, "gate_closed": 15, "trip_rate": 0.06, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.079439, "gated_sharpe": 0.5449, "gated_maxDD": -0.11414 }, { "source": "retrained", "window": "2023", "gate": "hitrate_20d_0.50", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 131, "gate_closed": 119, "trip_rate": 0.476, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.279296, "gated_sharpe": 2.5428, "gated_maxDD": -0.045109 }, { "source": "retrained", "window": "2023", "gate": "hitrate_20d_0.60", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 52, "gate_closed": 198, "trip_rate": 0.792, "base_ann": 0.059638, "base_sharpe": 0.3986, "base_maxDD": -0.126894, "gated_ann": 0.168286, "gated_sharpe": 2.6336, "gated_maxDD": -0.035737 }, { "source": "retrained", "window": "2021", "gate": "hitrate_5d_0.50", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 149, "gate_closed": 103, "trip_rate": 0.4087, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.441222, "gated_sharpe": 4.9947, "gated_maxDD": -0.031256 }, { "source": "retrained", "window": "2021", "gate": "hitrate_5d_0.60", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 90, "gate_closed": 162, "trip_rate": 0.6429, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.426775, "gated_sharpe": 6.3005, "gated_maxDD": -0.018787 }, { "source": "retrained", "window": "2021", "gate": "hitrate_5d_0.70", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 36, "gate_closed": 216, "trip_rate": 0.8571, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.193485, "gated_sharpe": 4.3539, "gated_maxDD": -0.008861 }, { "source": "retrained", "window": "2021", "gate": "hitrate_10d_0.50", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 159, "gate_closed": 93, "trip_rate": 0.369, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.359362, "gated_sharpe": 3.3378, "gated_maxDD": -0.070675 }, { "source": "retrained", "window": "2021", "gate": "hitrate_10d_0.60", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 67, "gate_closed": 185, "trip_rate": 0.7341, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.234921, "gated_sharpe": 4.4088, "gated_maxDD": -0.016687 }, { "source": "retrained", "window": "2021", "gate": "hitrate_10d_0.70", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 10, "gate_closed": 242, "trip_rate": 0.9603, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.047502, "gated_sharpe": 2.0297, "gated_maxDD": -0.002111 }, { "source": "retrained", "window": "2021", "gate": "hitrate_20d_0.40", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 252, "gate_closed": 0, "trip_rate": 0.0, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.134183, "gated_sharpe": 0.8167, "gated_maxDD": -0.11453 }, { "source": "retrained", "window": "2021", "gate": "hitrate_20d_0.50", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 175, "gate_closed": 77, "trip_rate": 0.3056, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.207217, "gated_sharpe": 1.7504, "gated_maxDD": -0.060921 }, { "source": "retrained", "window": "2021", "gate": "hitrate_20d_0.60", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 44, "gate_closed": 208, "trip_rate": 0.8254, "base_ann": 0.134183, "base_sharpe": 0.8167, "base_maxDD": -0.11453, "gated_ann": 0.110265, "gated_sharpe": 2.2204, "gated_maxDD": -0.016687 }, { "source": "reference", "window": "2026", "gate": "hitrate_5d_0.50", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 92, "gate_closed": 65, "trip_rate": 0.414, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.649911, "gated_sharpe": 5.7351, "gated_maxDD": -0.031795 }, { "source": "reference", "window": "2026", "gate": "hitrate_5d_0.60", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 49, "gate_closed": 108, "trip_rate": 0.6879, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.489313, "gated_sharpe": 6.0111, "gated_maxDD": -0.014864 }, { "source": "reference", "window": "2026", "gate": "hitrate_5d_0.70", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 15, "gate_closed": 142, "trip_rate": 0.9045, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.229523, "gated_sharpe": 4.3611, "gated_maxDD": -0.002029 }, { "source": "reference", "window": "2026", "gate": "hitrate_10d_0.50", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 109, "gate_closed": 48, "trip_rate": 0.3057, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.335822, "gated_sharpe": 2.6391, "gated_maxDD": -0.060142 }, { "source": "reference", "window": "2026", "gate": "hitrate_10d_0.60", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 36, "gate_closed": 121, "trip_rate": 0.7707, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.251108, "gated_sharpe": 3.8579, "gated_maxDD": -0.026842 }, { "source": "reference", "window": "2026", "gate": "hitrate_10d_0.70", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 9, "gate_closed": 148, "trip_rate": 0.9427, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.039314, "gated_sharpe": 1.3415, "gated_maxDD": -0.012061 }, { "source": "reference", "window": "2026", "gate": "hitrate_20d_0.40", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 157, "gate_closed": 0, "trip_rate": 0.0, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.255023, "gated_sharpe": 1.4465, "gated_maxDD": -0.080671 }, { "source": "reference", "window": "2026", "gate": "hitrate_20d_0.50", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 118, "gate_closed": 39, "trip_rate": 0.2484, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.343819, "gated_sharpe": 2.5185, "gated_maxDD": -0.06259 }, { "source": "reference", "window": "2026", "gate": "hitrate_20d_0.60", "start": "2026-01-04", "end": "2026-08-19", "trade_dates": 157, "gate_open": 28, "gate_closed": 129, "trip_rate": 0.8217, "base_ann": 0.255023, "base_sharpe": 1.4465, "base_maxDD": -0.080671, "gated_ann": 0.020214, "gated_sharpe": 0.3601, "gated_maxDD": -0.028489 }, { "source": "reference", "window": "2025", "gate": "hitrate_5d_0.50", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 153, "gate_closed": 97, "trip_rate": 0.388, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.72055, "gated_sharpe": 6.9599, "gated_maxDD": -0.048495 }, { "source": "reference", "window": "2025", "gate": "hitrate_5d_0.60", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 90, "gate_closed": 160, "trip_rate": 0.64, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.48564, "gated_sharpe": 5.3623, "gated_maxDD": -0.046673 }, { "source": "reference", "window": "2025", "gate": "hitrate_5d_0.70", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 39, "gate_closed": 211, "trip_rate": 0.844, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.249221, "gated_sharpe": 4.9448, "gated_maxDD": -0.009619 }, { "source": "reference", "window": "2025", "gate": "hitrate_10d_0.50", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 170, "gate_closed": 80, "trip_rate": 0.32, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.435847, "gated_sharpe": 3.5614, "gated_maxDD": -0.055776 }, { "source": "reference", "window": "2025", "gate": "hitrate_10d_0.60", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 66, "gate_closed": 184, "trip_rate": 0.736, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.324574, "gated_sharpe": 5.2279, "gated_maxDD": -0.016028 }, { "source": "reference", "window": "2025", "gate": "hitrate_10d_0.70", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 14, "gate_closed": 236, "trip_rate": 0.944, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.043002, "gated_sharpe": 1.4635, "gated_maxDD": -0.010154 }, { "source": "reference", "window": "2025", "gate": "hitrate_20d_0.40", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 247, "gate_closed": 3, "trip_rate": 0.012, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.202949, "gated_sharpe": 0.9896, "gated_maxDD": -0.217417 }, { "source": "reference", "window": "2025", "gate": "hitrate_20d_0.50", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 177, "gate_closed": 73, "trip_rate": 0.292, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.340772, "gated_sharpe": 2.8303, "gated_maxDD": -0.071731 }, { "source": "reference", "window": "2025", "gate": "hitrate_20d_0.60", "start": "2025-01-02", "end": "2025-12-31", "trade_dates": 250, "gate_open": 48, "gate_closed": 202, "trip_rate": 0.808, "base_ann": 0.177515, "base_sharpe": 0.8573, "base_maxDD": -0.217417, "gated_ann": 0.266028, "gated_sharpe": 4.1749, "gated_maxDD": -0.021527 }, { "source": "reference", "window": "2024", "gate": "hitrate_5d_0.50", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 139, "gate_closed": 114, "trip_rate": 0.4506, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.30351, "gated_sharpe": 2.4275, "gated_maxDD": -0.088219 }, { "source": "reference", "window": "2024", "gate": "hitrate_5d_0.60", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 71, "gate_closed": 182, "trip_rate": 0.7194, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.265365, "gated_sharpe": 2.4908, "gated_maxDD": -0.078304 }, { "source": "reference", "window": "2024", "gate": "hitrate_5d_0.70", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 19, "gate_closed": 234, "trip_rate": 0.9249, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.143125, "gated_sharpe": 3.377, "gated_maxDD": -0.003364 }, { "source": "reference", "window": "2024", "gate": "hitrate_10d_0.50", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 157, "gate_closed": 96, "trip_rate": 0.3794, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.277421, "gated_sharpe": 2.5767, "gated_maxDD": -0.043146 }, { "source": "reference", "window": "2024", "gate": "hitrate_10d_0.60", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 37, "gate_closed": 216, "trip_rate": 0.8538, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.207161, "gated_sharpe": 3.6083, "gated_maxDD": -0.011122 }, { "source": "reference", "window": "2024", "gate": "hitrate_10d_0.70", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 7, "gate_closed": 246, "trip_rate": 0.9723, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.031785, "gated_sharpe": 1.7408, "gated_maxDD": -0.002083 }, { "source": "reference", "window": "2024", "gate": "hitrate_20d_0.40", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 247, "gate_closed": 6, "trip_rate": 0.0237, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.078007, "gated_sharpe": 0.5342, "gated_maxDD": -0.10685 }, { "source": "reference", "window": "2024", "gate": "hitrate_20d_0.50", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 177, "gate_closed": 76, "trip_rate": 0.3004, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.210672, "gated_sharpe": 1.8469, "gated_maxDD": -0.056207 }, { "source": "reference", "window": "2024", "gate": "hitrate_20d_0.60", "start": "2024-01-02", "end": "2024-12-31", "trade_dates": 253, "gate_open": 13, "gate_closed": 240, "trip_rate": 0.9486, "base_ann": 0.08229, "base_sharpe": 0.5594, "base_maxDD": -0.10685, "gated_ann": 0.005953, "gated_sharpe": 0.3039, "gated_maxDD": -0.014443 }, { "source": "reference", "window": "2023", "gate": "hitrate_5d_0.50", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 139, "gate_closed": 111, "trip_rate": 0.444, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.546654, "gated_sharpe": 4.2124, "gated_maxDD": -0.035676 }, { "source": "reference", "window": "2023", "gate": "hitrate_5d_0.60", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 79, "gate_closed": 171, "trip_rate": 0.684, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.556291, "gated_sharpe": 5.1026, "gated_maxDD": -0.025449 }, { "source": "reference", "window": "2023", "gate": "hitrate_5d_0.70", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 34, "gate_closed": 216, "trip_rate": 0.864, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.404269, "gated_sharpe": 4.4477, "gated_maxDD": -0.013842 }, { "source": "reference", "window": "2023", "gate": "hitrate_10d_0.50", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 148, "gate_closed": 102, "trip_rate": 0.408, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.459869, "gated_sharpe": 3.5211, "gated_maxDD": -0.046921 }, { "source": "reference", "window": "2023", "gate": "hitrate_10d_0.60", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 62, "gate_closed": 188, "trip_rate": 0.752, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.368232, "gated_sharpe": 4.0148, "gated_maxDD": -0.022983 }, { "source": "reference", "window": "2023", "gate": "hitrate_10d_0.70", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 13, "gate_closed": 237, "trip_rate": 0.948, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.091481, "gated_sharpe": 2.1324, "gated_maxDD": -0.010866 }, { "source": "reference", "window": "2023", "gate": "hitrate_20d_0.40", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 237, "gate_closed": 13, "trip_rate": 0.052, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.06639, "gated_sharpe": 0.3895, "gated_maxDD": -0.146704 }, { "source": "reference", "window": "2023", "gate": "hitrate_20d_0.50", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 149, "gate_closed": 101, "trip_rate": 0.404, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.366016, "gated_sharpe": 2.5969, "gated_maxDD": -0.063998 }, { "source": "reference", "window": "2023", "gate": "hitrate_20d_0.60", "start": "2023-01-03", "end": "2023-12-29", "trade_dates": 250, "gate_open": 40, "gate_closed": 210, "trip_rate": 0.84, "base_ann": -0.047644, "base_sharpe": -0.2738, "base_maxDD": -0.197856, "gated_ann": 0.149844, "gated_sharpe": 2.2645, "gated_maxDD": -0.032267 }, { "source": "reference", "window": "2021", "gate": "hitrate_5d_0.50", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 145, "gate_closed": 107, "trip_rate": 0.4246, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.556615, "gated_sharpe": 5.9167, "gated_maxDD": -0.028062 }, { "source": "reference", "window": "2021", "gate": "hitrate_5d_0.60", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 68, "gate_closed": 184, "trip_rate": 0.7302, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.351867, "gated_sharpe": 5.8468, "gated_maxDD": -0.011638 }, { "source": "reference", "window": "2021", "gate": "hitrate_5d_0.70", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 26, "gate_closed": 226, "trip_rate": 0.8968, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.148417, "gated_sharpe": 3.9593, "gated_maxDD": -0.0041 }, { "source": "reference", "window": "2021", "gate": "hitrate_10d_0.50", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 163, "gate_closed": 89, "trip_rate": 0.3532, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.465023, "gated_sharpe": 4.2342, "gated_maxDD": -0.040569 }, { "source": "reference", "window": "2021", "gate": "hitrate_10d_0.60", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 51, "gate_closed": 201, "trip_rate": 0.7976, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.21802, "gated_sharpe": 4.7978, "gated_maxDD": -0.011134 }, { "source": "reference", "window": "2021", "gate": "hitrate_10d_0.70", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 13, "gate_closed": 239, "trip_rate": 0.9484, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.06108, "gated_sharpe": 2.7055, "gated_maxDD": -0.000262 }, { "source": "reference", "window": "2021", "gate": "hitrate_20d_0.40", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 252, "gate_closed": 0, "trip_rate": 0.0, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.18367, "gated_sharpe": 1.0979, "gated_maxDD": -0.102651 }, { "source": "reference", "window": "2021", "gate": "hitrate_20d_0.50", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 166, "gate_closed": 86, "trip_rate": 0.3413, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.289756, "gated_sharpe": 2.5787, "gated_maxDD": -0.049244 }, { "source": "reference", "window": "2021", "gate": "hitrate_20d_0.60", "start": "2021-01-04", "end": "2021-12-31", "trade_dates": 252, "gate_open": 38, "gate_closed": 214, "trip_rate": 0.8492, "base_ann": 0.18367, "base_sharpe": 1.0979, "base_maxDD": -0.102651, "gated_ann": 0.104685, "gated_sharpe": 2.394, "gated_maxDD": -0.015084 } ]